Many were disappointed when the WandaVision finale revealed that "Pietro," aka Quicksilver, was actually Ralph Bohner, a seemingly normal man living in the house next to Wanda's lot. Since Evan Peters, who plays Quicksilver in the Fox X-Men franchise, Pietro first appeared in WandaVision, many have speculated that the Disney+ series was using his unexpected appearance to bring the mutants and the X-men — a property Marvel now has the rights to use — into the MCU. While "The Series Finale" seems to have gone in a different direction with a fakeout, it's possible that the show is actually setting up the storyline connecting the MCU to the X-Men.
Ralph was Agatha's (Agnes) unseen husband for most of WandaVision, often the butt of the "nosey neighbor's" sitcom-appropriate jokes. In the WandaVision finale, Monica Rambeau discovers that "Pietro" is actually Ralph Bohner, under the influence of Agatha's magic. When Monica removes the enchanted necklace, his demeanor changes, suggesting the Quicksilver personality was all a part of the act.
While the simplest answer seems to be that Peters being cast in the role was nothing more than a fun meta-reference to the actor's history in the X-Men franchise, it's still possible that WandaVision is setting up the mutants to appear in the MCU. A theory presented by MensHealth posits that Pietro is the X-Men character from another Earth in the Multiverse, and that he's in Westview for a very good (coincidental) reason: he's Jimmy Woo's witness protection case.
The Menshealth theory points out that Jimmy Woo was brought to Westview in the first place because he was following up on an unnamed individual in witness protection, but this storyline was never addressed again:
That's not to say that this "Ralph Bohner" definitely isn't Peter Maxmioff/Quicksilver. Let's also remember why FBI Agent Jimmy Woo (Randall Park) made his way to Westview in the first place: he was checking up with someone in the witness protection program. That seems like a pretty good reason for someone who's made their way through the multiverse—say, from one cinematic universe to another—to be in hiding, with different documents and a new identity. And does "Ralph Bohner" not sound like a name that the character we've seen in those X-Men movies would make up?
While it may seem outlandish, the theory holds up surprisingly well. Not only does this Quicksilver act more like the X-Men version than the MCU one who died in Avengers: Age of Ultron, but "Ralph Bohner" does sound like a fake name — not to mention the fact that "Ralph" laughs at the homophone. Who hears their own name and laughs? "Ralph" acted fearful toward Monica and his stoner personality dropped when she removed Agnes' necklace, but this could be explained by him either putting on an act or being genuinely fearful — after all, if he's in witness protection, there must be a reason for it. Monica picks up a banking statement and what looks to be a headshot with a name on it — who has loose documents like that around their home? Someone who was recently set up with a fake identity perhaps? The question remains whether or not his speed ability was the product of Agnes' enchantment or if she somehow arranged to find a speedster who could pose as Quicksilver. He seemed very comfortable with the powers, regardless.
If Quicksilver did come to the MCU Earth, either intentionally or unintentionally, it makes sense that he would end up in a protection program. Furthermore, if that did happen, there's every reason to believe he would end up where Wanda would find him; in the comics (especially in earlier runs) Wanda's hex magic often manifested as her manipulating probability. Even in WandaVision, Agatha indicated that Wanda had unconsciously used a probability spell to prevent the Stark warhead from exploding and killing her and Pietro. The established rules indicate that Wanda's powers often control her circumstances unconsciously in ways she does not fully understand.